I think this happened with an old version of EA where you had a checkbox to generate / include a dtd. Since a couple of versions this is not possible in EA anymore. If you use an old version do not check this checkbox.
I tested and checked EA version 9.3 and 11 and there this checkbox(all of them) are removed, so its not possible to create a dtd.
For future,version 3.0, a dtd will not exist because XMI 2.x uses a XML schema and not a dtd.
So my recommendation is not to do anything about this.

Correction
This "feature" exists in newer versions of EA as well. But, it's hidden. At the export window you have to press the publish button, then you can select older versions of UML/XMI formats. If you there choose UML 1.3(XMI 1.1) then you can select/deselect "Use dtd". The problem occurs when this is checked.
On newer versions(and the default version in EA) UML 1.4(XMI 1.2) this checkbox is greyed out so it's not used.
I verified this in EA12.